+47.3%
CSX vs EWJ
+13.2%
+34.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +0.7% | -2.4% | +3.1% | +1.3% |
| 30D | +8.1% | -7.6% | +15.7% | +10.3% |
| 3M | +2.2% | -5.9% | +8.1% | +3.7% |
| 6M | +14.6% | -1.5% | +16.1% | +14.0% |
| YTD | +42.2% | +12.6% | +29.6% | +31.1% |
| 1Y | +47.3% | +12.7% | +34.6% | +35.7% |
| All | +47.3% | +13.2% | +34.2% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling